TESTING/EIG/dglmts.f(3) | Library Functions Manual | TESTING/EIG/dglmts.f(3) |
NAME
TESTING/EIG/dglmts.f
SYNOPSIS
Functions/Subroutines
subroutine dglmts (n, m, p, a, af, lda, b, bf, ldb, d, df,
x, u, work, lwork, rwork, result)
DGLMTS
Function/Subroutine Documentation
subroutine dglmts (integer n, integer m, integer p, double precision, dimension( lda, * ) a, double precision, dimension( lda, * ) af, integer lda, double precision, dimension( ldb, * ) b, double precision, dimension( ldb, * ) bf, integer ldb, double precision, dimension( * ) d, double precision, dimension( * ) df, double precision, dimension( * ) x, double precision, dimension( * ) u, double precision, dimension( lwork ) work, integer lwork, double precision, dimension( * ) rwork, double precision result)
DGLMTS
Purpose:
DGLMTS tests DGGGLM - a subroutine for solving the generalized linear model problem.
Parameters
N
N is INTEGER The number of rows of the matrices A and B. N >= 0.
M
M is INTEGER The number of columns of the matrix A. M >= 0.
P
P is INTEGER The number of columns of the matrix B. P >= 0.
A
A is DOUBLE PRECISION array, dimension (LDA,M) The N-by-M matrix A.
AF
AF is DOUBLE PRECISION array, dimension (LDA,M)
LDA
LDA is INTEGER The leading dimension of the arrays A, AF. LDA >= max(M,N).
B
B is DOUBLE PRECISION array, dimension (LDB,P) The N-by-P matrix A.
BF
BF is DOUBLE PRECISION array, dimension (LDB,P)
LDB
LDB is INTEGER The leading dimension of the arrays B, BF. LDB >= max(P,N).
D
D is DOUBLE PRECISION array, dimension( N ) On input, the left hand side of the GLM.
DF
DF is DOUBLE PRECISION array, dimension( N )
X
X is DOUBLE PRECISION array, dimension( M ) solution vector X in the GLM problem.
U
U is DOUBLE PRECISION array, dimension( P ) solution vector U in the GLM problem.
WORK
WORK is DOUBLE PRECISION array, dimension (LWORK)
LWORK
LWORK is INTEGER The dimension of the array WORK.
RWORK
RWORK is DOUBLE PRECISION array, dimension (M)
RESULT
RESULT is DOUBLE PRECISION The test ratio: norm( d - A*x - B*u ) RESULT = ----------------------------------------- (norm(A)+norm(B))*(norm(x)+norm(u))*EPS
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 144 of file dglmts.f.
Author
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